%LTI_INT  Integrate LTI ODE with Gaussian Noise%% Syntax:%   [x,P,A] = lti_int(x,P,F,L,Q,T)%% Description:%   Integrates LTI differential equation%%     x' = F*x + L*w  , w ~ N(0,Q)%%   from t0=0 to t1=T or over given steps t0,t1,t2,t3,...%   Initial conditions can be in form%%     x(t0) = x0%%   or%%     x(t0) ~ N(x0,P0)%% See also%   LTI_DISC% History:%   20.11.2002  The first official version.%% Copyright (C) 2002 Simo S鋜kk